First, this is NOT intended to be a MIME tutorial! It is specific to Mozilla apps.

Below are screen shots of my Mozilla Helper Applications settings. They
work for me on Windows XP.

Quick explanation:

Highlight a listing in the "File types" pane. Click Edit.
The screen shots after the very first image show various file types
edit screens.

There are normally three choices for what Mozilla should do when encountering a certain file type:

Open it with the default application - if there is a file type association defined in Windows, that's what Mozilla will attempt to use

Open it with: - click the "choose" button and point Mozilla to the executable to use to open the file. e.g. Winamp.exe for a .mp3 file.

Save it to disk - you'll get the save dialogue and can choose where on your hard drive the file should be saved.

If a file type does not exist in the list, you can click "New Type" to
create one. I'm not going to attempt to describe this process in any more detail.
See the following links for more info on MIME types:

If you want to download my mimeTypes.rdf file for your use, this is it.
Right-click and choose "Save Link Target As," save the file to your profile directory.
BACK UP YOUR ORIGINAL FILE FIRST!

The following screen shots show various MIME types and their setup in the SeaMonkey preferences dialogues accessed
via Edit - Preferences - Navigator - Helper Applications.

Firefox (as of v. 1.0.6) does NOT have a complete MIME types management system. In Tools - Options - Download you
can only edit ("Change Action") and Remove existing definitions. To create one you have to find a file type in a
Web page, click on it, and follow the dialogue which (hopefully) shows up. Or, if you are daring, manually edit the
mimeTypes.rdf file; a rather daunting task for most. The mimeTypes.rdf file from a SeaMonkey installation will work
in Firefox; you simply need to copy it to your FF profile folder. Of course, this will over-write the existing file. Sigh.
So, you're back to the manual editing solution. Or, perhaps there's an extension out there to provide the functionality
they stripped out of FF.